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In North America  the three main species of the pinyon pines are:

Colorado Pinyon (Pinus edulis )
Single-leaf Pinyon (Pinus monophylla)
Mexican Pinyon (Pinus cembroides)

New Mexico & Southern Colorado Piñon are not your average pine nut.  In the Denver
area most people look for the Piñon that comes from the (Colorado Pinyon Tree).  The
Spanish word for piñon means pine or pine nut, so all piñon nuts are pine nuts, but all
pine nuts are not necessarily Piñon.  New Mexico and Southern Colorado are well
known for their piñon.  Piñon trees produce just about every year, however there is
not a good crop every year.  This year (there is a good crop resulting in the lowering
of prices.

Unshelled pine nuts have a long shelf life if kept dry
and refrigerated at 23° to 35.6° F.  The shell should be
removed before the nut is eaten; piñon deteriorate rapidly
in warm conditions, becoming rancid within a few weeks,
or even days in warm humid conditions.  Pine nuts are
commercially available in shelled form, but due to
poor storage, these rarely have a good flavor, all too
often being rancid before reaching the end user.  The
most important species in international trade is Korean
Pine Nuts, harvested in northeast China and Korea.  
These piñon nuts come from the Colorado Pinyon Tree.  Also
called Rocky Mountain Pinyon and Two-Leaf Pinyon.   Any other
tree, is just a pine nut.  The piñon shown here are very close
to the actual size.
Single-Leaf Pinyon (Nevada)
Mexican Pinyon
Don't be fooled by pine nuts from areas such as Nevada and Mexico.  The Mexican
variety of Pinyon has a hard shell and is quite small.  If it is quite large and hard it comes
from Nevada ( Nevada Pinyon ).  Don't confuse piñon with the shelled pine nuts found in
many supermarkets, most of which are from China, Spain, Portugal or Korea ~ from the
Korean Pine Tree.   These are good in many recipes, but just don't cut it as a snack
food.